+1,520.2%
QLD vs STLA
+0.5%
+1,519.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.2% | +6.5% |
| 7D | -1.2% | -11.6% | +10.4% | +5.6% |
| 30D | -15.7% | -6.2% | -9.5% | -13.6% |
| 3M | -10.0% | -24.6% | +14.6% | +2.4% |
| 6M | -11.2% | -44.9% | +33.7% | +19.0% |
| YTD | +16.4% | -62.3% | +78.6% | +83.3% |
| 1Y | +12.7% | -61.8% | +74.5% | +75.2% |
| 3Y | +152.3% | -75.3% | +227.6% | +369.0% |
| 5Y | +91.8% | -72.5% | +164.3% | +226.9% |
| 10Y | +1,520.2% | +0.8% | +1,519.5% | +1,499.2% |
| All | +1,520.2% | +0.5% | +1,519.7% | +1,499.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling